+41.7%
ICE vs KNX
+37.6%
+4.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.2% |
| 7D | -2.4% | -5.6% | +3.2% | -1.6% |
| 30D | +4.0% | -4.4% | +8.4% | +4.6% |
| 3M | +13.7% | -17.3% | +31.0% | +16.6% |
| 6M | +0.9% | +22.6% | -21.7% | -3.4% |
| YTD | -2.1% | +31.1% | -33.3% | -7.8% |
| 1Y | -9.5% | +60.2% | -69.7% | -18.3% |
| 3Y | +42.1% | +35.8% | +6.3% | +30.1% |
| All | +41.7% | +37.6% | +4.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling